+37.0%
IVZ vs SM
+5.5%
+31.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +7.6% | +9.4% | -1.8% | +5.7% |
| 30D | +4.3% | -14.4% | +18.7% | +6.7% |
| 3M | -9.3% | +1.6% | -10.9% | -11.0% |
| 6M | +5.2% | +6.3% | -1.1% | +0.9% |
| YTD | +13.4% | +78.8% | -65.3% | -6.5% |
| 1Y | +25.4% | +83.1% | -57.8% | +2.5% |
| 3Y | +152.5% | -5.9% | +158.4% | +134.2% |
| All | +37.0% | +5.5% | +31.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling